First of all, thanks a lot great sarima package and your effort!.
We are testing ctsa and for some combination of parameters and time series, the algorithm will behave nondeterministic manner. Meaning that for the same combination, sometimes CTSA will return different results.
Note:
with Sarima package from python, this problem is not appearing.
this problem is appearing same way in new SARIMAX
Time series: [40,70,0,50,30,50,0,30,30,0,20,26,50,0,0,0,0,0]
Hi,
First of all, thanks a lot great sarima package and your effort!.
We are testing ctsa and for some combination of parameters and time series, the algorithm will behave nondeterministic manner. Meaning that for the same combination, sometimes CTSA will return different results.
Note:
Time series:
[40,70,0,50,30,50,0,30,30,0,20,26,50,0,0,0,0,0]Configuration of SARIMA